public ChartService(CandleLoadingService candleLoadingService,
IIndicatorComputingService indicatorComputingService,
ConfigurationService configurationService)
{
_candleLoadingService = candleLoadingService;
_indicatorComputingService = indicatorComputingService;
_configurationService = configurationService;
}
public OpenPositionAnalysisService(CandleLoadingService candleLoadingService,
OrderBookLoadingService orderBookLoadingService,
IIndicatorComputingService indicatorComputingService,
ConfigurationService configurationService)
{
_candleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
_orderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
_indicatorComputingService = indicatorComputingService ?? throw new ArgumentNullException(nameof(indicatorComputingService));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public TripleFrameRSIStrategyAnalysisService(CandleLoadingService candleLoadingService,
OrderBookLoadingService orderBookLoadingService,
IIndicatorComputingService indicatorComputingService,
ConfigurationService configurationService)
{
CandleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
OrderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
IndicatorComputingService = indicatorComputingService ?? throw new ArgumentNullException(nameof(indicatorComputingService));
ConfigurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public FakeTradingConnector(IRepository <Domain.Core.Entities.Trading.Order> orderRepository,
IRepository <Domain.Core.Entities.Trading.TradingBallance> tradingBallanceRepository,
CandleLoadingService candleLoadingService,
ConfigurationService configurationService)
{
_orderRepository = orderRepository;
_tradingBallanceRepository = tradingBallanceRepository;
_candleLoadingService = candleLoadingService;
_configurationService = configurationService;
}
public TinkoffTradingAdvisorController(
IStockSocketConnector stockSocketConnector,
CandleLoadingService candleLoadingService,
IMarketNewPositionAnalysisService marketNewPositionAnalysisService,
ConfigurationService configurationService,
ILoggingService loggingService)
{
_stockSocketConnector = stockSocketConnector ?? throw new ArgumentNullException(nameof(stockSocketConnector));
_candleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
_marketNewPositionAnalysisService = marketNewPositionAnalysisService ?? throw new ArgumentNullException(nameof(marketNewPositionAnalysisService));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
_loggingService = loggingService ?? throw new ArgumentNullException(nameof(loggingService));
}
public TradingPositionWorker(CandleLoadingService candleLoadingService,
OrderBookLoadingService orderBookLoadingService,
TradingReportsService tradingReportsService,
IMarketPendingPositionAnalysisService marketPendingPositionAnalysisService,
IMarketOpenPositionAnalysisService marketOpenPositionAnalysisService,
ITradingPositionService tradingPositionService,
ConfigurationService configurationService)
{
_candleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
_orderBookLoadingService = orderBookLoadingService ?? throw new ArgumentNullException(nameof(orderBookLoadingService));
_tradingReportsService = tradingReportsService ?? throw new ArgumentNullException(nameof(tradingReportsService));
_marketPendingPositionAnalysisService = marketPendingPositionAnalysisService ?? throw new ArgumentNullException(nameof(marketPendingPositionAnalysisService));
_marketOpenPositionAnalysisService = marketOpenPositionAnalysisService ?? throw new ArgumentNullException(nameof(marketOpenPositionAnalysisService));
_tradingPositionService = tradingPositionService ?? throw new ArgumentNullException(nameof(tradingPositionService));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
}
public SocketTradingController(
IRepository <Order> orderRepository,
IStockSocketConnector stockSocketConnector,
IStockRestConnector stockRestConnector,
CandleLoadingService candleLoadingService,
IMarketNewPositionAnalysisService marketNewPositionAnalysisService,
TradingPositionWorkerFactory tradingPositionWorkerFactory,
ITradingPositionService tradingPositionService,
ConfigurationService configurationService,
TradingEventsObserver tradingEventsObserver,
ILoggingService loggingService)
{
_orderRepository = orderRepository ?? throw new ArgumentNullException(nameof(orderRepository));
_stockSocketConnector = stockSocketConnector ?? throw new ArgumentNullException(nameof(stockSocketConnector));
_stockRestConnector = stockRestConnector ?? throw new ArgumentNullException(nameof(stockRestConnector));
_candleLoadingService = candleLoadingService ?? throw new ArgumentNullException(nameof(candleLoadingService));
_marketNewPositionAnalysisService = marketNewPositionAnalysisService ?? throw new ArgumentNullException(nameof(marketNewPositionAnalysisService));
_tradingPositionWorkerFactory = tradingPositionWorkerFactory ?? throw new ArgumentNullException(nameof(tradingPositionWorkerFactory));
_tradingPositionService = tradingPositionService ?? throw new ArgumentNullException(nameof(tradingPositionService));
_configurationService = configurationService ?? throw new ArgumentNullException(nameof(configurationService));
_tradingEventsObserver = tradingEventsObserver ?? throw new ArgumentNullException(nameof(tradingEventsObserver));
_loggingService = loggingService ?? throw new ArgumentNullException(nameof(loggingService));
}
public CollectorService(CandleLoadingService candleLoadingService)
{
_candleLoadingService = candleLoadingService;
}
protected override ConditionCheckingResult CheckConditions(CurrencyPair currencyPair)
{
var settings = ConfigurationService.GetTradingSettings();
var moment = settings.Moment ?? DateTime.UtcNow;
var conditionCheckingResult = new ConditionCheckingResult()
{
ResultType = ConditionCheckingResultType.Failed
};
var firstFrameMACDSettings = new MACDSettings
{
EMAPeriod1 = 12,
EMAPeriod2 = 26,
SignalPeriod = 9
};
var firstFrameCandles = CandleLoadingService.LoadCandles(
currencyPair.Id,
settings.Period.GetHigherFramePeriod(),
firstFrameMACDSettings.RequiredCandleRangeSize,
moment)
.OrderBy(candle => candle.Moment)
.ToList();
var firstFrameMACDValues = IndicatorComputingService.ComputeMACD(
firstFrameCandles,
firstFrameMACDSettings.EMAPeriod1,
firstFrameMACDSettings.EMAPeriod2,
firstFrameMACDSettings.SignalPeriod)
.OfType <MACDValue>()
.ToList();
var firstFrameCurrentMACDValue = firstFrameMACDValues.ElementAtOrDefault(firstFrameMACDValues.Count - 1);
var firstFrameOnePreviousMACDValue = firstFrameMACDValues.ElementAtOrDefault(firstFrameMACDValues.Count - 2);
//If all valuable parameters are not null
if (firstFrameCurrentMACDValue?.Histogram == null ||
firstFrameOnePreviousMACDValue?.Histogram == null)
{
return(conditionCheckingResult);
}
//if MACD higher then Signal then it is Bullish trend
//if Histogram is rising
if (!(firstFrameCurrentMACDValue.MACD > 0 ||
firstFrameCurrentMACDValue.Histogram.Value >= 0 ||
firstFrameCurrentMACDValue.Histogram.Value > firstFrameOnePreviousMACDValue.Histogram))
{
return(conditionCheckingResult);
}
var rsiSettings = new RSISettings
{
Period = 14
};
var secondFrameTargetPeriodCandles = CandleLoadingService.LoadCandles(
currencyPair.Id,
settings.Period,
rsiSettings.Period + 2,
moment)
.OrderBy(candle => candle.Moment)
.ToList();
var candlesCount = secondFrameTargetPeriodCandles.Count;
if (candlesCount < rsiSettings.Period)
{
return(conditionCheckingResult);
}
var secondFrameCurrentCandle = secondFrameTargetPeriodCandles.ElementAtOrDefault(secondFrameTargetPeriodCandles.Count - 1);
if (secondFrameCurrentCandle?.VolumeInBaseCurrency == null)
{
return(conditionCheckingResult);
}
var lowerPeriodCandles = CandleLoadingService.LoadCandles(
currencyPair.Id,
settings.Period.GetLowerFramePeriod(),
rsiSettings.Period,
moment)
.OrderBy(candle => candle.Moment)
.ToList();
if (!lowerPeriodCandles.Any())
{
throw new NoNullAllowedException("No candles loaded");
}
var currentLowPeriodCandle = lowerPeriodCandles.Last();
if (secondFrameCurrentCandle.Moment != currentLowPeriodCandle.Moment)
{
var lastLowPeriodCandles = lowerPeriodCandles
.Where(item => item.Moment > secondFrameCurrentCandle.Moment)
.OrderBy(item => item.Moment)
.ToList();
if (lastLowPeriodCandles.Any())
{
secondFrameTargetPeriodCandles.Add(new Candle
{
Moment = lastLowPeriodCandles.Last().Moment,
MaxPrice = lastLowPeriodCandles.Max(item => item.MaxPrice),
MinPrice = lastLowPeriodCandles.Min(item => item.MinPrice),
OpenPrice = lastLowPeriodCandles.First().OpenPrice,
ClosePrice = lastLowPeriodCandles.Last().ClosePrice,
VolumeInBaseCurrency = lastLowPeriodCandles.Sum(item => item.VolumeInBaseCurrency),
VolumeInQuoteCurrency = lastLowPeriodCandles.Sum(item => item.VolumeInQuoteCurrency)
});
}
}
var period = (candlesCount - 2) > rsiSettings.Period ? rsiSettings.Period : candlesCount - 2;
var secondFrameRSIValues = IndicatorComputingService.ComputeRelativeStrengthIndex(
secondFrameTargetPeriodCandles,
period)
.OfType <SimpleIndicatorValue>()
.ToList();
var secondFrameCurrentRSIValue = secondFrameRSIValues.ElementAtOrDefault(secondFrameRSIValues.Count - 1);
var secondFrameOnePreviousRSIValue = secondFrameRSIValues.ElementAtOrDefault(secondFrameRSIValues.Count - 2);
if (secondFrameCurrentRSIValue?.Value == null || secondFrameOnePreviousRSIValue?.Value == null)
{
return(conditionCheckingResult);
}
var rsiTopBorder = 45;
if (firstFrameCurrentMACDValue.MACD > 0 && firstFrameCurrentMACDValue.Histogram.Value >= 0)
{
rsiTopBorder = 65;
}
if (firstFrameCurrentMACDValue.MACD > 0 || firstFrameCurrentMACDValue.Histogram.Value >= 0)
{
rsiTopBorder = 60;
}
if (secondFrameCurrentRSIValue.Value > rsiTopBorder || secondFrameCurrentRSIValue.Value < 25)
{
return(conditionCheckingResult);
}
if (secondFrameCurrentRSIValue.Value < secondFrameOnePreviousRSIValue.Value)
{
return(conditionCheckingResult);
}
conditionCheckingResult.ResultType = ConditionCheckingResultType.Passed;
return(conditionCheckingResult);
}